Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2488865.44 | 2349264.823 | 139600.617 | 11127604.3353 | 8844249.5012 | 2283354.834 |
Total P&L (%) | 2488.8654 | 2349.2648 | 139.6006 | 11127.6043 | 8844.2495 | 2283.3548 |
Avg Daily Profit (%) | 1.3475 | 1.2719 | 0.0756 | 0.2559 | 0.2436 | 0.1718 |
Buy And Hold Return (%) | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 | 123.6523 |
Max Trade Drawdown | -73143 | -53341 | -62140 | -11719145 | -9178550 | -5741461 |
Profit Factor | 7.7866 | 14.2508 | 1.7369 | 1.3374 | 1.4845 | 1.1551 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 38.3333 | 36.6667 | 40 | 38.3333 | 36.6667 | 40 |
Ratio Avg Win / Avg Loss | 12.5262 | 24.615 | 2.6054 | 2.1515 | 2.564 | 1.7326 |
Largest Winning Trade | 2114466 | 2114466 | 76613 | 10504935 | 10504935 | 6745651 |
Largest Losing Trade | -25957 | -23450 | -25957 | -4813039 | -4813039 | -3195873 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 123 | 127 | 120 | 123 | 127 | 120 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 3521 | 1767 | 1754 | 3521 | 1767 | 1754 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156145 | 607363 | -218325 | -168375 | 197990 | -44952 |
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{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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